Citation

Stein, Charles. Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution.
Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, Volume 1: Contributions to the Theory of Statistics,
197--206, University of California Press, Berkeley, Calif., 1956. http://projecteuclid.org/euclid.bsmsp/1200501656.